At this time you cannot forward based on a rule, and save a copy to the inbox. This is an upcoming filtering feature.
The only option you have to get around this would be to use two mailboxes. The first (and primary) would recieve the mail, then, as needed, forward the message on to the second address. The second address could be setup to save a copy as well as forward on to your phone.
This is cumbersome but ultimately supplies what you need now.
Brian King
SmarterTools Inc.